+604.1%
BNY vs USFR
+27.7%
+576.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.3% | +0.1% | -1.5% | -1.4% |
| 30D | -0.2% | +0.4% | -0.5% | -0.4% |
| 3M | +14.9% | +1.0% | +13.9% | +14.0% |
| 6M | +40.0% | +2.0% | +38.0% | +37.9% |
| YTD | +42.0% | +2.8% | +39.2% | +39.1% |
| 1Y | +56.9% | +4.1% | +52.8% | +52.1% |
| 3Y | +289.9% | +14.1% | +275.7% | +252.7% |
| 5Y | +259.2% | +20.6% | +238.6% | +211.4% |
| 10Y | +413.3% | +28.1% | +385.1% | +324.1% |
| All | +604.1% | +27.7% | +576.3% | +475.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling